Live Trading Behaving Differently Than Backtest

[hbmiles2000]

Greetings,

I've developed a strategy that backtests fine, but when I went live with it, it enterd a position and then exited 6 seconds later for no apparent reason. There were some pop ups (coudn't tell if they were from NT or broker - something to the effect of overfill). I have set a variable to set the quantity to trade - a very minimal amount just for testing live and in no way was over what my account could handle. I have attached the initialize and onbarupdate methods below - thank you for any and all assistance.

hbmiles2000

[hbmiles2000]

Further to question below, I have a dynamic stop built in, but the settings on it should not have triggered the exit when it went live (wasn't even close); and again, it backtests fine.
Thank you,
hbmiles2000

[NinjaTrader_Bertrand]

hbmiles2000, generally spoken live or simulated live trading is expected to show some degree of differences from backtesting : http://www.ninjatrader.com/support/h...ime_vs_bac.htm

The script would also behave differenly in realtime, since you're working with CalculateOnBarClose = false. This would always be true in backtesting and as such not provide any intrabar calculation results. For the benefit of debugging your code you should give it a run in Market Replay to see where it would not work as you expected :

http://www.ninjatrader.com/support/helpGuides/nt7/market_replay.htm

[hbmiles2000]

Thanks, Bertrand, but that was really not a big help. It seems like a straight forward question, and I supplied the code, so I don't understand why I usually get run-around answers from this forum.
Thank you,
hbmiles2000

[NinjaTrader_RyanM1]

hbmiles2000,

Generally we are not able to offer custom coding or debugging services. There are tools available to use to track what your strategy is doing, and using these tools is really the only way to get a complete picture on strategy operation. Please see the link below for help using TraceOrders and Print statements to verify behavior.

http://www.ninjatrader.com/support/forum/showthread.php?t=3418

If you are looking for personalized strategy debugging, this is offered by some of our partners. Please see the link below for a list of our 3rd party NinjaScript consultants:

http://www.ninjatrader.com/partners#NinjaScript-Consultants

[hbmiles2000]

Ryan,

thanks - I've referenced some of your suggestions and they have helped.
thx,
hbmiles2000